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Persistent link: https://www.econbiz.de/10014372014
We examine the effect of pandemics on selected commodity prices-in particular, those of zinc, copper, lead, and oil. We set up a vector autoregressive model and analyse data since the mid-nineteenth century to determine how prices reacted to pandemics such as the 1918 Spanish Flu, 1957 Asian...
Persistent link: https://www.econbiz.de/10012320991
This study explores the impact of real economic policy (business condition risk) on the oil-stock nexus risk … the effects of global risk indices, such as the US economic uncertainty index, the crude oil volatility index, and the … geopolitical risk index, on risk connectedness. The study is based on daily data from January 2018 to December 2020 and finds a …
Persistent link: https://www.econbiz.de/10014497264
stock market, geopolitical risk and economic policy uncertainty in the US within a time-frequency framework. The coherence … of COVID-19 and oil price shocks on the geopolitical risk levels, economic policy uncertainty and stock market volatility … over the low frequency bands. The effect of the COVID-19 on the geopolitical risk substantially higher than on the US …
Persistent link: https://www.econbiz.de/10012837151
risk becoming unanchored, EMDE central banks may be compelled to tighten monetary policy before the recovery is fully …
Persistent link: https://www.econbiz.de/10012584054
Persistent link: https://www.econbiz.de/10012586458
from this study show that commodity prices as represented by oil price changes and the growth of China's economy are the …
Persistent link: https://www.econbiz.de/10012062695
This chapter examines how the Covid-19 pandemic has affected financial development and financial inclusion in African countries. The study provides both broad perspectives and country-specific frameworks based on selected country cases studies. Some emphasis is placed on the achievement of...
Persistent link: https://www.econbiz.de/10012798307
This study examines the effects of oil supply and global demand shocks on the volatility of commodity prices in the metal and agricultural commodity markets using the SVAR model. The empirical evidence is based on real time daily closing international commodity prices covering the period 2...
Persistent link: https://www.econbiz.de/10013246759